The Yankee baseball player revealed that he and Diaz, who have dated on-and-off for the past year, remain friendly in spite of the split.
"I have a lot of love for Cameron," Rodriguez told People. "We'll always be friends."
A source recently claimed that the former couple split over career priorities.
In June, Diaz joked that she loves Rodriguez too much, saying that she actually let him eat the last of her popcorn while they were attending the Super Bowl together in February.
Diaz and Rodriguez were first rumoured to have split in early June, with a source claiming that Diaz felt betrayed by the athlete.